| Trading Metrics calculated at close of trading on 09-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2012 |
09-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,429.0 |
2,428.0 |
-1.0 |
0.0% |
2,305.0 |
| High |
2,429.0 |
2,443.0 |
14.0 |
0.6% |
2,361.0 |
| Low |
2,401.0 |
2,400.0 |
-1.0 |
0.0% |
2,235.0 |
| Close |
2,419.0 |
2,421.0 |
2.0 |
0.1% |
2,354.0 |
| Range |
28.0 |
43.0 |
15.0 |
53.6% |
126.0 |
| ATR |
55.6 |
54.7 |
-0.9 |
-1.6% |
0.0 |
| Volume |
133 |
298 |
165 |
124.1% |
10,689 |
|
| Daily Pivots for day following 09-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,550.3 |
2,528.7 |
2,444.7 |
|
| R3 |
2,507.3 |
2,485.7 |
2,432.8 |
|
| R2 |
2,464.3 |
2,464.3 |
2,428.9 |
|
| R1 |
2,442.7 |
2,442.7 |
2,424.9 |
2,432.0 |
| PP |
2,421.3 |
2,421.3 |
2,421.3 |
2,416.0 |
| S1 |
2,399.7 |
2,399.7 |
2,417.1 |
2,389.0 |
| S2 |
2,378.3 |
2,378.3 |
2,413.1 |
|
| S3 |
2,335.3 |
2,356.7 |
2,409.2 |
|
| S4 |
2,292.3 |
2,313.7 |
2,397.4 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,694.7 |
2,650.3 |
2,423.3 |
|
| R3 |
2,568.7 |
2,524.3 |
2,388.7 |
|
| R2 |
2,442.7 |
2,442.7 |
2,377.1 |
|
| R1 |
2,398.3 |
2,398.3 |
2,365.6 |
2,420.5 |
| PP |
2,316.7 |
2,316.7 |
2,316.7 |
2,327.8 |
| S1 |
2,272.3 |
2,272.3 |
2,342.5 |
2,294.5 |
| S2 |
2,190.7 |
2,190.7 |
2,330.9 |
|
| S3 |
2,064.7 |
2,146.3 |
2,319.4 |
|
| S4 |
1,938.7 |
2,020.3 |
2,284.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,443.0 |
2,247.0 |
196.0 |
8.1% |
57.8 |
2.4% |
89% |
True |
False |
294 |
| 10 |
2,443.0 |
2,222.0 |
221.0 |
9.1% |
60.5 |
2.5% |
90% |
True |
False |
1,658 |
| 20 |
2,443.0 |
2,115.0 |
328.0 |
13.5% |
53.1 |
2.2% |
93% |
True |
False |
6,857 |
| 40 |
2,443.0 |
2,100.0 |
343.0 |
14.2% |
47.8 |
2.0% |
94% |
True |
False |
7,830 |
| 60 |
2,443.0 |
2,016.0 |
427.0 |
17.6% |
46.1 |
1.9% |
95% |
True |
False |
7,884 |
| 80 |
2,443.0 |
2,016.0 |
427.0 |
17.6% |
46.9 |
1.9% |
95% |
True |
False |
6,026 |
| 100 |
2,498.0 |
2,016.0 |
482.0 |
19.9% |
46.1 |
1.9% |
84% |
False |
False |
4,931 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,625.8 |
|
2.618 |
2,555.6 |
|
1.618 |
2,512.6 |
|
1.000 |
2,486.0 |
|
0.618 |
2,469.6 |
|
HIGH |
2,443.0 |
|
0.618 |
2,426.6 |
|
0.500 |
2,421.5 |
|
0.382 |
2,416.4 |
|
LOW |
2,400.0 |
|
0.618 |
2,373.4 |
|
1.000 |
2,357.0 |
|
1.618 |
2,330.4 |
|
2.618 |
2,287.4 |
|
4.250 |
2,217.3 |
|
|
| Fisher Pivots for day following 09-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,421.5 |
2,417.7 |
| PP |
2,421.3 |
2,414.3 |
| S1 |
2,421.2 |
2,411.0 |
|